Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-16 0.377842 0.416651 0.459227 0.509673 0.568159 0.634259 0.715224
2025-02-23 0.321973 0.369398 0.424449 0.493830 0.580028 0.685094 0.825228
2025-03-02 0.280858 0.331588 0.392964 0.474011 0.580284 0.717982 0.915337
2025-03-09 0.259181 0.313864 0.382525 0.477166 0.607753 0.787345 1.064214
2025-03-16 0.246657 0.305741 0.382533 0.492781 0.652650 0.886092 1.274502
2025-03-23 0.233329 0.294927 0.377355 0.499932 0.685669 0.972104 1.484415
2025-03-30 0.220473 0.283371 0.369685 0.502066 0.710725 1.049114 1.697654
2025-04-06 0.207880 0.271002 0.359510 0.498949 0.726540 1.112873 1.902976
2025-04-13 0.192120 0.252961 0.339577 0.478674 0.711530 1.120380 1.998960
2025-04-20 0.184165 0.245511 0.334523 0.480983 0.734277 1.199163 2.267270
2025-04-27 0.176527 0.237950 0.328612 0.481122 0.752940 1.273156 2.549183
2025-05-04 0.169408 0.230667 0.322513 0.480205 0.769313 1.345272 2.852610
2025-05-11 0.163169 0.224564 0.318166 0.482464 0.793164 1.440603 3.267469
2025-05-18 0.154000 0.213445 0.305082 0.468321 0.783561 1.461151 3.478472
2025-05-25 0.144791 0.201796 0.290442 0.450213 0.763984 1.455628 3.608944
2025-06-01 0.140528 0.197645 0.287750 0.453342 0.787863 1.557711 4.151235
2025-06-08 0.138753 0.197282 0.291223 0.468000 0.837791 1.736494 5.097913
2025-06-15 0.135649 0.194593 0.290557 0.474731 0.871536 1.882620 6.043361
2025-06-22 0.131955 0.190741 0.287624 0.476763 0.894982 2.006952 7.013914
2025-06-29 0.127716 0.185780 0.282448 0.473890 0.906613 2.100266 7.930173
2025-07-06 0.121233 0.176826 0.269786 0.455022 0.877745 2.062884 8.068959
2025-07-13 0.118378 0.173820 0.267536 0.457183 0.900535 2.196118 9.435292
2025-07-20 0.115389 0.170452 0.264440 0.457319 0.918327 2.318879 10.933856